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BidAskFillModel

rustrade_execution::fill

Struct BidAskFillModel 

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pub struct BidAskFillModel;
Expand description

Fills market orders at the current best ask (buys) or best bid (sells), crossing the spread as a market order taker would.

Limit orders fill at the limit price (the price is already favorable relative to the market when fill is triggered).

Falls back to last_price if bid/ask are not available. This model is more realistic than LastPriceFillModel for strategies that frequently cross the spread.

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impl Clone for BidAskFillModel

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fn clone(&self) -> BidAskFillModel

Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more
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impl Copy for BidAskFillModel

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impl Debug for BidAskFillModel

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fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter. Read more
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impl Default for BidAskFillModel

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fn default() -> BidAskFillModel

Returns the “default value” for a type. Read more
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impl<'de> Deserialize<'de> for BidAskFillModel

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fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>
where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer. Read more
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impl Eq for BidAskFillModel

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impl FillModel for BidAskFillModel

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fn fill_price( &self, side: Side, order_price: Option<Decimal>, best_bid: Option<Decimal>, best_ask: Option<Decimal>, last_price: Option<Decimal>, ) -> Option<Decimal>

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impl Hash for BidAskFillModel

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fn hash<__H: Hasher>(&self, state: &mut __H)

Feeds this value into the given Hasher. Read more
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fn hash_slice<H>(data: &[Self], state: &mut H)
where H: Hasher, Self: Sized,

Feeds a slice of this type into the given Hasher. Read more
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impl Ord for BidAskFillModel

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fn cmp(&self, other: &BidAskFillModel) -> Ordering

This method returns an Ordering between self and other. Read more
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fn max(self, other: Self) -> Self
where Self: Sized,

Compares and returns the maximum of two values. Read more
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fn min(self, other: Self) -> Self
where Self: Sized,

Compares and returns the minimum of two values. Read more
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fn clamp(self, min: Self, max: Self) -> Self
where Self: Sized,

Restrict a value to a certain interval. Read more
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impl PartialEq for BidAskFillModel

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fn eq(&self, other: &BidAskFillModel) -> bool

Tests for self and other values to be equal, and is used by ==.
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fn ne(&self, other: &Rhs) -> bool

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.
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impl PartialOrd for BidAskFillModel

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fn partial_cmp(&self, other: &BidAskFillModel) -> Option<Ordering>

This method returns an ordering between self and other values if one exists. Read more
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fn lt(&self, other: &Rhs) -> bool

Tests less than (for self and other) and is used by the < operator. Read more
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fn le(&self, other: &Rhs) -> bool

Tests less than or equal to (for self and other) and is used by the <= operator. Read more
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fn gt(&self, other: &Rhs) -> bool

Tests greater than (for self and other) and is used by the > operator. Read more
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fn ge(&self, other: &Rhs) -> bool

Tests greater than or equal to (for self and other) and is used by the >= operator. Read more
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impl Serialize for BidAskFillModel

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fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>
where __S: Serializer,

Serialize this value into the given Serde serializer. Read more
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impl StructuralPartialEq for BidAskFillModel

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impl<T> Any for T
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Gets the TypeId of self. Read more
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unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)
Performs copy-assignment from self to dest. Read more
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